statsmodels.tsa.statespace.tools.diff(series, k_diff=1, k_seasonal_diff=None, seasonal_periods=1)
[source]
Difference a series simply and/or seasonally along the zeroth axis.
Given a series (denoted \(y_t\)), performs the differencing operation
where \(d =\) diff
, \(s =\) seasonal_periods
, \(D =\) seasonal_diff
, and \(\Delta\) is the difference operator.
Parameters: 


Returns: 
differenced – The differenced array. 
Return type: 
array 
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.tools.diff.html